+160.3%
FN vs AU
+625.0%
-464.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.6% |
| 7D | -1.7% | -3.6% | +2.0% | -1.0% |
| 30D | -22.0% | +23.9% | -45.9% | -25.5% |
| 3M | -43.0% | +19.1% | -62.1% | -45.4% |
| 6M | -27.7% | -0.2% | -27.6% | -29.0% |
| YTD | -10.5% | +32.5% | -43.0% | -16.3% |
| 1Y | +12.5% | +96.9% | -84.5% | -0.7% |
| All | +160.3% | +625.0% | -464.6% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling